-10.8%
MDLN vs PL
-0.3%
-10.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +3.7% | -9.3% | +13.0% | +3.8% |
| 30D | -0.2% | -18.9% | +18.7% | 0.0% |
| 3M | +6.2% | -58.4% | +64.6% | +6.2% |
| 6M | -14.7% | -30.3% | +15.6% | -16.0% |
| YTD | -12.9% | -8.1% | -4.8% | -17.5% |
| All | -10.8% | -0.3% | -10.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling